Pages that link to "Item:Q666299"
From MaRDI portal
The following pages link to Short note on inf-convolution preserving the Fatou property (Q666299):
Displaying 10 items.
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- The strong Fatou property of risk measures (Q2283647) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- The operation of infimal/supremal convolution in mathematical economics (Q5739575) (← links)
- Inf-convolution and optimal risk sharing with countable sets of risk measures (Q6549612) (← links)
- Risk sharing under heterogeneous beliefs without convexity (Q6619587) (← links)